TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £47.987 | Carry: | £0.198 |
|---|---|---|---|---|
| mark-to-model | £47.965 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £46.991 | Variation: | £-1.108 |
| mark-to-model | £47.060 | Unexplained: | £-0.077 |